Diversified Trader Index For June 2004 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991 1990 1989 1988 1987 1986 1985 1984 1983 1982 1981 1980 1979 1978 1977 Rank CTA/Program Jun 2004 Min Inv Inception 83 Superfund Group Superfund Green L.P. Series B -15.07 5k 10/1/2002 82 Superfund Group Superfund Green Master -14.21 2,000k 5/1/2001 81 RAM Management Group MRTP Aggressive -12.38 1,000k 2/1/1998 80 Di Tomasso Group Inc. Equilibrium Program -11.83 5,000k 1/1/2002 79 Superfund Group Superfund Green L.P. Series A -11.62 5k 10/1/2002 78 Superfund Group Superfund Green GCT USD -10.20 15k 1/1/2000 77 DUNN Capital Management World Monetary and Agriculture Program (WMA) -9.86 100k 11/1/1984 76 Silicon Valley Quantitative Advisors US Quantitative Portfolio (UQP) -9.15 200k 11/1/1999 75 Kelly Angle Inc. Genesis Program -8.93 2,000k 4/1/2000 74 Parizek Capital Futures Trading Program -8.07 500k 4/1/2000 73 Conquest Capital Group Conquest Macro -7.76 250k 5/1/1999 72 DUNN Capital Management DUNN Combined Fund (DCF) -7.69 100k 5/1/1989 71 Clarke Capital Management Global Basic -7.63 50k 2/1/1996 70 Clarke Capital Management Millennium -7.55 1,000k 1/1/1998 69 Tactical Investment Management Tactical Institutional Commodity Program -7.31 10,000k 4/1/1993 68 Clarke Capital Management Global Magnum -7.05 100k 8/1/1997 67 Superfund Group Superfund Green Q-AG -7.04 2k 3/1/1996 66 John Locke Investments Cyril Systematic Program -6.36 8,000k 7/1/2000 65 Saxon Investment Corporation Aggressive Diversified Program -6.29 2,000k 11/1/1993 64 DUNN Capital Management D'Best Futures Fund, L.P. -5.88 100k 6/1/1994 63 Hawksbill Capital Management Global Diversified -5.86 5,000k 11/1/1988 62 Clarke Capital Management FX Plus -5.44 1,000k 5/1/2004 61 Mark J. Walsh Company Standard Program -5.33 2,000k 9/1/1985 60 Keck Capital Management LLC The Keck Program -5.10 2,000k 12/1/2003 59 QCM Global Diversified Programme -5.02 500k 12/1/1995 58 EMC Capital Advisors, LLC Classic -5.00 5,000k 1/1/1985 57 Blackheath Fund Management Inc. Blackheath Offshore Limited Class A -4.73 100k 3/1/2003 56 Southwest Managed Investments, LLC Global Diversified -4.65 200k 1/1/2002 55 Rabar Market Research Diversified Program -4.64 2,000k 1/1/1989 54 RAM Management Group RAM MRTP 1X-Conservative -4.55 1,000k 9/1/1993 53 M.S. Capital Management Global Diversified Program -4.45 2,000k 11/1/1998 52 AIS Capital Management, L.P. MAAP (3x-6x) Composite -4.20 2,000k 7/1/1992 51 Eckhardt Trading Company Evolution Strategies 1.2X -4.19 10,000k 10/1/1991 50 ISAM ISAM Systematic Trend Fund -4.17 1,000k 6/1/2001 49 Northfield Trading Diversified -4.00 2,000k 7/1/1989 48 Millburn Ridgefield Corporation Diversified Program -3.95 20,000k 2/1/1977 47 Eckhardt Trading Company Evolution Strategies -3.65 20,000k 8/1/1991 46 Clarke Capital Management Worldwide -3.48 250k 1/1/1996 45 Saxon Investment Corporation Diversified Program -3.40 3,000k 9/1/1988 44 Mobius Asset Management Diversified Program -3.39 250k 3/1/2004 43 Rivoli Fund Management Rivoli International Fund (V9) -3.18 5,000k 1/1/2002 42 MERIT Alternative Investments GmbH Futures Portfolio -3.17 2,000k 6/1/1998 41 Estlander & Partners Alpha Trend -3.06 30,000k 10/1/1991 40 Alee Capital Management, LLC Poniente Program -3.05 2,500k 1/1/1999 39 Hyman Beck and Company Global Portfolio -2.97 1,000k 3/1/1991 38 Winton Capital Management Diversified -2.96 50,000k 10/1/1997 37 Chesapeake Capital Diversified (LV) -2.90 100k 2/1/1988 36 Briarwood Capital Management, Inc. Diversified Trading Program -2.83 3,000k 7/1/2001 35 Sunrise Capital Partners Sunrise Expanded Diversified Program -2.81 1/1/1989 34 Alee Capital Management, LLC Mistral Program -2.72 2,500k 1/1/1999 33 FORT LP Fort Global Diversified -2.53 2,000k 10/1/1993 32 Spectrum Asset Management LLC Global Diversified -2.42 2,000k 1/1/2001 31 Mobius Asset Management Custom Trading Program -2.38 100k 1/1/2002 30 Transtrend B.V. DTP – Enhanced Risk (USD) -2.35 10,000k 1/1/1995 29 Transtrend B.V. DTP – Enhanced Risk (EUR) -2.31 10,000k 8/1/1999 28 Lynx Asset Management AB Lynx Program -2.20 75k 5/1/2000 27 AIS Capital Management, L.P. MAAP (2x-4x) Composite -2.18 3,000k 10/1/1992 26 Kaiser Trading Group Kaiser Global Diversified Program - Class B -1.81 1,000k 3/1/1998 25 Rotella Capital Management Rotella Polaris Program (Diversified) -1.65 10,000k 1/1/1991 24 Transtrend B.V. DTP – Standard Risk (EUR) -1.50 10,000k 2/1/1999 23 W.G. Wealth Guardian Ltd. SAFI2 Program (SAFI2) -1.44 1,000k 9/1/1997 22 IKOS The IKOS Hedge Fund -1.42 10,000k 7/1/1998 21 Eclipse Capital Management Global Monetary -1.42 5,000k 8/1/1990 20 Crabel Capital Management Crabel Multi-Product -1.38 1,000k 3/1/1998 19 Estlander & Partners Global XL -1.27 5,000k 8/1/1991 18 Drury Capital Diversified Trend-Following Program -1.21 5,000k 5/1/1997 17 Rivoli Fund Management Rivoli International Fund (E) -0.75 5,000k 10/1/1996 16 Mulvaney Capital Management The Mulvaney Global Markets Fund -0.73 100k 5/1/1999 15 Estlander & Partners Global Markets -0.60 10,000k 8/1/1999 14 FORT LP Fort Global Contrarian -0.31 2,000k 10/1/2002 12 Welton Investment Partners Welton Global 0.00 10,000k 6/1/2004 13 Conquest Capital Group Conquest Select 0.00 250k 6/1/2004 11 Mondiale Asset Management Mondiale Trading Program 0.06 0k 9/1/1997 10 Dreiss Research Corporation Diversified Program 0.28 1,000k 5/1/1991 9 Red Oak Commodity Advisors Investment Program 0.48 5,000k 12/1/1989 8 Red Rock Capital, LLC Systematic Global Macro 1.06 500k 9/1/2003 7 Abraham Trading Company Diversified Program 1.37 10,000k 1/1/1988 6 Quantitative Investment Management Quantitative Global Program 1.44 20,000k 10/1/2003 4 NuWave Investment Management, LLC NuWave Investment Partners LP 1.91 250k 6/1/2001 5 NuWave Investment Management, LLC Combined Futures Portfolio 1.91 5,000k 6/1/2001 3 Covenant Capital Management Original Program 2.11 5,000k 9/1/1999 2 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 3.11 1,000k 3/1/2003 1 Covenant Capital Management Aggressive Program 3.32 3,000k 2/1/2004 Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. IASG indexes are generated daily based on CTA manager supplied sector focus, investment strategy and performance. To participate in the IASG index, a program must have a minimum track record of 3 year's performance. Other indexes require a minimum two year track record. Strategy based indexes require the program's composition be more than 50% of the specific strategy. It is not possible for an investor to invest in any of the IASG indexes.